current

current

Optimize
Annual Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+147.28%
Annualized Return+14.40%
Volatility+17.31%
Sharpe Ratio0.72
Max Drawdown+33.01%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global diversified ETF portfolio with 80% world equity exposure and 20% tech sector focus, rebalanced annually for balanced growth in EUR.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
80.0%0.19%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
20.0%0.15%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,727.85
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 82 months (63%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -9.9% • Best year: 2021 (+32.2%) • Worst year: 2022 (-16.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+0.7%-5.1%+9.7%--------+5.3%
2025+3.1%-2.7%-8.2%-3.7%+7.1%+1.9%+5.6%-0.8%+3.7%+5.3%-1.5%+0.3%+9.3%
2024+3.4%+4.1%+3.4%-2.0%+2.0%+6.7%-0.8%-0.6%+1.8%+1.2%+6.8%-0.0%+28.7%
2023+5.5%+0.7%+1.6%-0.3%+5.0%+3.6%+2.4%-0.6%-2.1%-3.0%+6.7%+3.7%+25.3%
2022-5.4%-2.4%+4.3%-2.9%-3.7%-6.1%+10.2%-1.8%-6.4%+3.7%+0.5%-6.0%-16.0%
2021+0.9%+2.7%+5.4%+1.7%-0.7%+5.5%+1.3%+3.3%-2.1%+4.9%+1.7%+3.9%+32.2%
2020+0.6%-8.3%-9.9%+9.7%+2.5%+3.3%-0.3%+7.0%-1.4%-2.7%+8.6%+2.7%+10.2%
2019------+0.1%-1.9%+3.2%+0.4%+4.7%+2.4%+8.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.01% • The longest drawdown period lasted for 1 year and 6 months and was between December 2021 and July 2023. It reached a trough of -17.6%.

Detailed Metrics

Returns
Total Return
+147.28%
Annualized Return
+14.40%
Avg Monthly Return
+1.20%
Risk
Volatility (Annual)
+17.31%
Max Drawdown
+33.01%
Positive Months
63%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.72
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.44
Return/Max Drawdown
Ulcer Index
7.18
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,727.85
Backtest Period
2019-07-25 to 2026-04-17
6.7 years
Rebalancing
annual
Base Currency
EUR